Kinetick: Data Integrity

[bigsurftrader]

Hi all -- anyone else noticing data integrity issues with Kinetick real-time data feed?

I've noticed that within a 60minute timeframe over a week's period I'll see about 2 instances of data integrity issues. It's serious enough to be an issue because my strategy relies on tick-level data and accuracy.

I've googled and read on other forums that this could be an issue -- although, I'm uncertain if this is the norm or a transitory situation that will normalize less frequently.

I didn't know where else to post this but I do know Kinetick is owned by NinjaTrader so I figured I'd post this under strategies.

[NinjaTrader_ChristopherD]

Hello,

There are a number of different variables in the way bars are built and how various data providers store historical data. This can result in differences in the in the ways bars appear after reloading historical data. You can review this information at the link below:

• http://ninjatrader.com/support/helpG...aFromTheServer

If you believe that there are bad ticks being reported with the historical data, please include the following information or provide a screenshot:

1. What instrument(s) are you using?
2. What chart interval(s) are you using (day, minute, tick, range, etc.)?
3. What is the date and the approximate time that the bad ticks occur?

Let me know if I may be of further assistance.

[bigsurftrader]

Thanks for reply.

I do not believe it is historical, as the Strategies are running live and using 'streaming live feed'.

1) Strategy runs live -- for a couple of hours after market opens
2) Re-start the live Strategy and sometimes I will see that the actual live data is now different in that 2 hour span; therefore, the Strategy will post a signal it wouldn't have or perhaps should -- or alternatively, it would have taken profit sooner or later

When this happens again I'll post here.

BigSurf

[NinjaTrader_ChristopherD]

Hello bigsurftrader,

This behavior is best described by the Help Guide link that I provided in my previous email:

• http://ninjatrader.com/support/helpG...aFromTheServer

[bigsurftrader]

Hi Chris - this makes a ton of sense.

My strategy builds its own internal bars in real-time which now makes sense how in building the 60M bar there could be discrepancies.